Note that this means you are installing Ruby. The RubyInstaller project has created this nice little package for bundling MinGW tools, so it's smart to take advantage of it. The tools are 32-bit only so for now these instructions only describe how to install a 32-bit library.

2. Start a command prompt and invoke devkitvars.bat found inside the folder you installed DevKit, this will give you access to MinGW tools.